Transitioning to a post-LIBOR world: How to manage risks and seize opportunities in a changing environment
Libor is a cornerstone of today’s financial industry, underpinning an estimated $350 trillion in contracts. The size, scale and scope of Libor...
On-Demand Webinar
Preparing for a World Without LIBOR: Where Are We Now?
Preparing for a World Without LIBOR: Where Are We Now?
There’s been a lot of discussion in the capital markets world about the anticipated end of LIBOR and the ensuing far-reaching implications. On Wed, November 28th at 10 AM EST Liang Wu, Vice...
On-Demand Webinar

Just about three years ago, the capital markets industry started preparations for the transition to alternative reference rates when it was announced in July 2017 that LIBOR would be phased out by the end of 2021. A month earlier in that same year...
Written Blog
Dawn of Alternative Reference Rates: Curve Construction Fundamentals
In the financial markets, curve construction is a fundamental component to everything from pricing and risk management to accounting. As new alternative reference rates, also known...
On-Demand Webinar
Preparing for the Switch to SOFR Discounting
It’s been reported that both LCH SwapClear and CME Clearing will be shifting discounting of US interest rate derivatives to the new U.S. secured overnight financing rate, or SOFR in 2020. Switching from...
On-Demand Webinar
SOFR Status Check - Understanding the New U.S. LIBOR Alternative Rate
Next in our three-part webinar series examining the LIBOR transition, on Wednesday, December 12th at 10 AM EST, Dr. Ping Sun, PhD Senior Vice President, Financial Engineering at...
On-Demand Webinar
Entrenched in the markets since 1986, LIBOR is currently tied to approximately $400 trillion of financial contracts for derivatives, bonds, mortgages, and retail and commercial loans. Because of its huge embeddedness in the capital markets, the...
White Paper
Presented at the Libor Summit USA | November 2019
This presentation entitled “Dawn of Alternative Reference Rates: Curve Construction Fundamentals” was given by Ping Sun of Numerix at the Libor Summit USA in New York City on November 7th.
The...
Conference Presentation
In July 2017, the UK’s Financial Conduct Authority announced that after the end of 2021, it will no longer compel banks to use LIBOR as the benchmark for short-term interest rates in the interbank market. This departure from LIBOR is expected to...
White Paper
By Liang Wu, Vice President of Financial Engineering and Head of CrossAsset Product Management, Numerix
LIBOR continues to be a substantial part of conversations in the financial world, particularly as this interest rate has been on the rise lately...
Written Blog

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